如何重新采样和插值（三次样条）时间序列数据

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我需要重新采样时间序列到固定的间隔，例如。3个月并同时使用三次样条法进行插值。什么是最有效的方法？样本数据：

dates = ('2020-09-24','2020-10-19','2020-12-17','2021-03-17','2021-06-17','2021-09-17','2022-03-17','2022-09-20','2023-09-19','2024-09-17','2025-09-17','2026-09-17','2027-09-17','2028-09-19','2029-09-18','2030-09-17','2031-09-17','2032-09-17','2035-09-18','2040-09-18','2045-09-19')
factors = ('1','0.999994','0.999875','1.000166','1.000303','1.000438','1.00056','1.000817','1.001046','1.001412','1.001525','1.001334','1.000685','0.999376','0.997456','0.994626','0.991244','0.986754','0.982072','0.962028','0.925136')
df = pd.DataFrame()
df['dates']=dates
df['factors']=factors

格雷里尔

尝试这个：

import pandas as pd
from datetime import timedelta

dates = ('2020-09-24','2020-10-19','2020-12-17','2021-03-17','2021-06-17','2021-09-17','2022-03-17','2022-09-20','2023-09-19','2
024-09-17','2025-09-17','2026-09-17','2027-09-17','2028-09-19','2029-09-18','2030-09-17','2031-09-17','2032-09-17','2035-09-18',
'2040-09-18','2045-09-19')
factors = ('1','0.999994','0.999875','1.000166','1.000303','1.000438','1.00056','1.000817','1.001046','1.001412','1.001525','1.0
01334','1.000685','0.999376','0.997456','0.994626','0.991244','0.986754','0.982072','0.962028','0.925136')
df = pd.DataFrame()
df['dates']=dates
df['factors']=factors


df = pd.DataFrame()
df['dates']=dates
df['factors']=factors

df['dates'] = pd.to_datetime(df['dates'])
df.set_index(['dates'],inplace=True)
df['factors']  = df['factors'].astype(float)

df = df.resample('3MS', loffset=timedelta(days=df.index[0].day - 1 )).mean().interpolate(method='cubic')
print(df)

输出：

dates               
2020-09-24  0.999997
2020-12-24  0.999875
2021-03-24  1.000166
2021-06-24  1.000303
2021-09-24  1.000438
...              ...
2044-09-24  0.933154
2044-12-24  0.931170
2045-03-24  0.929196
2045-06-24  0.927170
2045-09-24  0.925136

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